Extreme price deviations in complex instruments trigger volatility interruptions.

The statement about extreme price deviations in complex instruments triggering volatility interruptions is indeed true, and therefore the correct answer acknowledges that these interruptions occur based on specific market conditions rather than universally applying to all situations.

Volatility interruptions are designed to mitigate excessive volatility and price swings in trading, which can happen during times of high uncertainty or significant market movements. These interruptions allow the market to stabilize and for traders to reassess their positions without the pressure of extreme price fluctuations.

While there are certain conditions under which volatility interruptions may be triggered, stating that this is always false overlooks the fact that exchanges like Eurex implement mechanisms to address significant price deviations. Hence, the assertion that this practice is universally false does not align with the operational realities of market regulation and oversight intended to protect the integrity of trading in complex instruments.